LARGE DEVIATIONS FOR DIFFUSION-PROCESSES WITH HOMOGENIZATION AND APPLICATIONS

• 成果类型: Article
• 署名作者: BALDI, P
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176990438
• 发表日期: 1991
• 页码: 509-524
• 关键词: iterated logarithm

摘要

We consider a family of periodic diffusion processes in R(n) with homogenization and a small parameter multiplying the diffusion coefficient. We establish a large deviations principle and as an application we derive an interated logarithm law for periodic diffusions.